Strategy Tester Report
AlpariUK-Demo (Build 225)
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 1 Hour (H1) 2009.08.03 01:00 - 2009.10.01 00:00 (2009.08.01 - 2009.10.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | LotsIfNoMM=1; TakeProfit=100; Stoploss=0; TrailingStop=60; Slippage=5; MM_Mode=0; MM_Risk=20; | ||||
| Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
| Mismatched charts errors | 7 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 980.00 | Gross profit | 980.00 | Gross loss | 0.00 |
| Profit factor | Expected payoff | 89.09 | |||
| Absolute drawdown | 127.00 | Maximal drawdown | 592.00 (5.47%) | Relative drawdown | 5.47% (592.00) |
| Total trades | 11 | Short positions (won %) | 10 (100.00%) | Long positions (won %) | 1 (100.00%) |
| Profit trades (% of total) | 11 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
| Largest | profit trade | 189.00 | loss trade | 0.00 | |
| Average | profit trade | 89.09 | loss trade | 0.00 | |
| Maximum | consecutive wins (profit in money) | 11 (980.00) | consecutive losses (loss in money) | 0 (0.00) | |
| Maximal | consecutive profit (count of wins) | 980.00 (11) | consecutive loss (count of losses) | 0.00 (0) | |
| Average | consecutive wins | 11 | consecutive losses | 0 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.08.03 01:00 | sell stop | 1 | 1.00 | 1.40635 | 1.42789 | 1.40535 | ||
| 2 | 2009.08.04 00:00 | modify | 1 | 1.00 | 1.42059 | 1.44437 | 1.41959 | ||
| 3 | 2009.08.05 00:00 | modify | 1 | 1.00 | 1.43665 | 1.44309 | 1.43565 | ||
| 4 | 2009.08.05 16:10 | sell | 1 | 1.00 | 1.43665 | 1.44309 | 1.43565 | ||
| 5 | 2009.08.05 16:10 | modify | 1 | 1.00 | 1.43665 | 1.44309 | 1.43564 | ||
| 6 | 2009.08.05 16:16 | t/p | 1 | 1.00 | 1.43564 | 1.44309 | 1.43564 | 101.00 | 10101.00 |
| 7 | 2009.08.10 00:00 | sell stop | 2 | 1.00 | 1.41533 | 1.43898 | 1.41433 | ||
| 8 | 2009.08.10 16:02 | sell | 2 | 1.00 | 1.41533 | 1.43898 | 1.41433 | ||
| 9 | 2009.08.10 16:02 | modify | 2 | 1.00 | 1.41533 | 1.43898 | 1.41432 | ||
| 10 | 2009.08.10 17:00 | modify | 2 | 1.00 | 1.41533 | 1.43898 | 1.41431 | ||
| 11 | 2009.08.10 17:15 | t/p | 2 | 1.00 | 1.41431 | 1.43898 | 1.41431 | 102.00 | 10203.00 |
| 12 | 2009.08.11 00:00 | sell stop | 3 | 1.00 | 1.41037 | 1.42184 | 1.40937 | ||
| 13 | 2009.08.12 00:00 | modify | 3 | 1.00 | 1.41096 | 1.41849 | 1.40996 | ||
| 14 | 2009.08.12 09:15 | sell | 3 | 1.00 | 1.41096 | 1.41849 | 1.40996 | ||
| 15 | 2009.08.12 09:15 | modify | 3 | 1.00 | 1.41096 | 1.41849 | 1.40995 | ||
| 16 | 2009.08.12 09:15 | modify | 3 | 1.00 | 1.41096 | 1.41075 | 1.40915 | ||
| 17 | 2009.08.12 09:20 | t/p | 3 | 1.00 | 1.40915 | 1.41075 | 1.40915 | 181.00 | 10384.00 |
| 18 | 2009.08.13 00:00 | sell stop | 4 | 1.00 | 1.40856 | 1.42467 | 1.40756 | ||
| 19 | 2009.08.14 00:00 | modify | 4 | 1.00 | 1.42001 | 1.43269 | 1.41901 | ||
| 20 | 2009.08.14 19:16 | sell | 4 | 1.00 | 1.42001 | 1.43269 | 1.41901 | ||
| 21 | 2009.08.14 19:16 | modify | 4 | 1.00 | 1.42001 | 1.43269 | 1.41900 | ||
| 22 | 2009.08.14 19:16 | modify | 4 | 1.00 | 1.42001 | 1.41989 | 1.41829 | ||
| 23 | 2009.08.14 19:20 | s/l | 4 | 1.00 | 1.41989 | 1.41989 | 1.41829 | 12.00 | 10396.00 |
| 24 | 2009.08.17 00:00 | sell stop | 5 | 1.00 | 1.41596 | 1.43058 | 1.41496 | ||
| 25 | 2009.08.17 02:02 | sell | 5 | 1.00 | 1.41596 | 1.43058 | 1.41496 | ||
| 26 | 2009.08.17 02:02 | modify | 5 | 1.00 | 1.41596 | 1.43058 | 1.41495 | ||
| 27 | 2009.08.17 02:50 | modify | 5 | 1.00 | 1.41596 | 1.41587 | 1.41427 | ||
| 28 | 2009.08.17 02:57 | s/l | 5 | 1.00 | 1.41587 | 1.41587 | 1.41427 | 9.00 | 10405.00 |
| 29 | 2009.08.19 00:00 | sell stop | 6 | 1.00 | 1.40659 | 1.41522 | 1.40559 | ||
| 30 | 2009.08.20 00:00 | modify | 6 | 1.00 | 1.40837 | 1.42664 | 1.40737 | ||
| 31 | 2009.08.21 00:00 | modify | 6 | 1.00 | 1.41997 | 1.42746 | 1.41897 | ||
| 32 | 2009.08.24 00:00 | modify | 6 | 1.00 | 1.42076 | 1.43753 | 1.41976 | ||
| 33 | 2009.08.25 00:00 | modify | 6 | 1.00 | 1.42799 | 1.43588 | 1.42699 | ||
| 34 | 2009.08.25 03:02 | sell | 6 | 1.00 | 1.42799 | 1.43588 | 1.42699 | ||
| 35 | 2009.08.25 03:02 | modify | 6 | 1.00 | 1.42799 | 1.43588 | 1.42698 | ||
| 36 | 2009.08.25 03:07 | modify | 6 | 1.00 | 1.42799 | 1.42787 | 1.42627 | ||
| 37 | 2009.08.25 03:10 | s/l | 6 | 1.00 | 1.42787 | 1.42787 | 1.42627 | 12.00 | 10417.00 |
| 38 | 2009.08.26 00:00 | sell stop | 7 | 1.00 | 1.42522 | 1.43609 | 1.42422 | ||
| 39 | 2009.08.26 15:20 | sell | 7 | 1.00 | 1.42522 | 1.43609 | 1.42422 | ||
| 40 | 2009.08.26 15:20 | modify | 7 | 1.00 | 1.42522 | 1.43609 | 1.42421 | ||
| 41 | 2009.08.26 15:20 | modify | 7 | 1.00 | 1.42522 | 1.42509 | 1.42349 | ||
| 42 | 2009.08.26 15:22 | s/l | 7 | 1.00 | 1.42509 | 1.42509 | 1.42349 | 13.00 | 10430.00 |
| 43 | 2009.08.27 00:00 | sell stop | 8 | 1.00 | 1.42058 | 1.43495 | 1.41958 | ||
| 44 | 2009.08.28 00:00 | modify | 8 | 1.00 | 1.42187 | 1.44058 | 1.42087 | ||
| 45 | 2009.08.31 00:00 | modify | 8 | 1.00 | 1.42806 | 1.43878 | 1.42706 | ||
| 46 | 2009.08.31 05:37 | sell | 8 | 1.00 | 1.42806 | 1.43878 | 1.42706 | ||
| 47 | 2009.08.31 05:37 | modify | 8 | 1.00 | 1.42806 | 1.43878 | 1.42705 | ||
| 48 | 2009.08.31 06:00 | modify | 8 | 1.00 | 1.42806 | 1.43878 | 1.42704 | ||
| 49 | 2009.08.31 07:00 | modify | 8 | 1.00 | 1.42806 | 1.43878 | 1.42703 | ||
| 50 | 2009.08.31 08:00 | modify | 8 | 1.00 | 1.42806 | 1.43878 | 1.42702 | ||
| 51 | 2009.08.31 08:10 | modify | 8 | 1.00 | 1.42806 | 1.42792 | 1.42632 | ||
| 52 | 2009.08.31 08:15 | modify | 8 | 1.00 | 1.42806 | 1.42717 | 1.42557 | ||
| 53 | 2009.08.31 08:20 | modify | 8 | 1.00 | 1.42806 | 1.42617 | 1.42457 | ||
| 54 | 2009.08.31 08:27 | s/l | 8 | 1.00 | 1.42617 | 1.42617 | 1.42457 | 189.00 | 10619.00 |
| 55 | 2009.09.01 00:00 | sell stop | 9 | 1.00 | 1.42556 | 1.43669 | 1.42456 | ||
| 56 | 2009.09.01 17:20 | sell | 9 | 1.00 | 1.42556 | 1.43669 | 1.42456 | ||
| 57 | 2009.09.01 17:20 | modify | 9 | 1.00 | 1.42556 | 1.42407 | 1.42247 | ||
| 58 | 2009.09.01 17:22 | s/l | 9 | 1.00 | 1.42407 | 1.42407 | 1.42247 | 149.00 | 10768.00 |
| 59 | 2009.09.02 00:00 | sell stop | 10 | 1.00 | 1.41769 | 1.43772 | 1.41669 | ||
| 60 | 2009.09.03 00:00 | modify | 10 | 1.00 | 1.41884 | 1.42942 | 1.41784 | ||
| 61 | 2009.09.04 00:00 | modify | 10 | 1.00 | 1.42356 | 1.43473 | 1.42256 | ||
| 62 | 2009.09.04 04:20 | sell | 10 | 1.00 | 1.42356 | 1.43473 | 1.42256 | ||
| 63 | 2009.09.04 04:20 | modify | 10 | 1.00 | 1.42356 | 1.43473 | 1.42255 | ||
| 64 | 2009.09.04 05:00 | modify | 10 | 1.00 | 1.42356 | 1.43473 | 1.42254 | ||
| 65 | 2009.09.04 06:00 | modify | 10 | 1.00 | 1.42356 | 1.43473 | 1.42253 | ||
| 66 | 2009.09.04 07:00 | modify | 10 | 1.00 | 1.42356 | 1.43473 | 1.42252 | ||
| 67 | 2009.09.04 08:00 | modify | 10 | 1.00 | 1.42356 | 1.43473 | 1.42251 | ||
| 68 | 2009.09.04 09:00 | modify | 10 | 1.00 | 1.42356 | 1.43473 | 1.42250 | ||
| 69 | 2009.09.04 10:00 | modify | 10 | 1.00 | 1.42356 | 1.43473 | 1.42249 | ||
| 70 | 2009.09.04 11:00 | modify | 10 | 1.00 | 1.42356 | 1.43473 | 1.42248 | ||
| 71 | 2009.09.04 12:00 | modify | 10 | 1.00 | 1.42356 | 1.43473 | 1.42247 | ||
| 72 | 2009.09.04 13:00 | modify | 10 | 1.00 | 1.42356 | 1.43473 | 1.42246 | ||
| 73 | 2009.09.04 14:00 | modify | 10 | 1.00 | 1.42356 | 1.43473 | 1.42245 | ||
| 74 | 2009.09.04 14:50 | t/p | 10 | 1.00 | 1.42245 | 1.43473 | 1.42245 | 111.00 | 10879.00 |
| 75 | 2009.09.07 00:00 | sell stop | 11 | 1.00 | 1.41905 | 1.43267 | 1.41805 | ||
| 76 | 2009.09.08 00:00 | modify | 11 | 1.00 | 1.43012 | 1.43600 | 1.42912 | ||
| 77 | 2009.09.09 00:00 | modify | 11 | 1.00 | 1.43275 | 1.45345 | 1.43175 | ||
| 78 | 2009.09.10 00:00 | delete | 11 | 1.00 | 1.43275 | 1.45345 | 1.43175 | ||
| 79 | 2009.09.25 00:00 | buy stop | 12 | 1.00 | 1.48016 | 1.46277 | 1.48116 | ||
| 80 | 2009.09.28 00:00 | modify | 12 | 1.00 | 1.47240 | 1.46137 | 1.47340 | ||
| 81 | 2009.09.29 00:00 | modify | 12 | 1.00 | 1.47198 | 1.45635 | 1.47298 | ||
| 82 | 2009.09.30 00:00 | modify | 12 | 1.00 | 1.46458 | 1.45269 | 1.46558 | ||
| 83 | 2009.09.30 11:10 | buy | 12 | 1.00 | 1.46458 | 1.45269 | 1.46558 | ||
| 84 | 2009.09.30 11:10 | modify | 12 | 1.00 | 1.46458 | 1.45269 | 1.46559 | ||
| 85 | 2009.09.30 11:15 | t/p | 12 | 1.00 | 1.46559 | 1.45269 | 1.46559 | 101.00 | 10980.00 |